centroid.sign.Rd

% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/ac_ranking.R
\name{centroid.sign}
\alias{centroid.sign}
\title{Positive and Negative View Centroid}
\usage{
centroid.sign(positive, negative, simulations = 1000)
}
\arguments{
\item{positive}{a vector of the index of assets with positive expected 
return in ascending order}

\item{negative}{a vector of the index of assets with negative expected 
return in ascending order.}

\item{simulations}{number of simulations}
}
\value{
the centroid vector
}
\description{
Compute the centroid for expressing a view on assets with positive or 
negative expected returns
}
\examples{
# Express a view that 
# R_1 < R_2 < 0 < R_3 < R_4
centroid.sign(c(1, 2), c(4, 3))
}
\author{
Ross Bennett
}